Forecasting Cryptocurrencies Log-Returns: a LASSO-VAR and Sentiment Approach.
Federico D'AmarioMilos CiganovicPublished in: CoRR (2022)
Keyphrases
- sentiment analysis
- sentiment classification
- short term
- opinion mining
- feature selection
- positive and negative
- risk measures
- linear regression
- variable selection
- weather forecasting
- information retrieval and extraction
- polarity classification
- financial time series
- exchange rate
- sparse representation
- least squares
- cross validation
- sentence level
- sample size
- ridge regression
- model selection
- neural network
- support vector regression
- prediction model
- stock market
- predictive model
- forecasting model